Penalising Brownian Paths

by Bernard Roynette and Marc Yor

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Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of... This description may be from another edition of this product.

Format:Paperback

Language:English

ISBN:3540896988

ISBN13:9783540896982

Release Date:March 2009

Publisher:Springer

Length:275 Pages

Weight:0.95 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Penalising Brownian Paths

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